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[--[65.84.65.76]--]
JSL
Jindal Stainless Limited

750.5 3.40 (0.46%)

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Historical option data for JSL

12 Dec 2024 12:54 PM IST
JSL 26DEC2024 780 CE
Delta: 0.25
Vega: 0.47
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 748.50 6 -4.20 27.54 9 0 137
11 Dec 747.10 10.2 -1.70 35.65 41 27 129
10 Dec 746.65 11.9 0.85 37.92 16 0 102
9 Dec 747.05 11.05 -1.35 34.76 92 7 102
6 Dec 741.60 12.4 6.25 35.97 132 35 94
5 Dec 728.85 6.15 -1.70 30.24 182 40 59
4 Dec 734.00 7.85 0.45 30.85 62 13 19
3 Dec 716.05 7.4 36.71 43 5 5


For Jindal Stainless Limited - strike price 780 expiring on 26DEC2024

Delta for 780 CE is 0.25

Historical price for 780 CE is as follows

On 12 Dec JSL was trading at 748.50. The strike last trading price was 6, which was -4.20 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 137


On 11 Dec JSL was trading at 747.10. The strike last trading price was 10.2, which was -1.70 lower than the previous day. The implied volatity was 35.65, the open interest changed by 27 which increased total open position to 129


On 10 Dec JSL was trading at 746.65. The strike last trading price was 11.9, which was 0.85 higher than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 102


On 9 Dec JSL was trading at 747.05. The strike last trading price was 11.05, which was -1.35 lower than the previous day. The implied volatity was 34.76, the open interest changed by 7 which increased total open position to 102


On 6 Dec JSL was trading at 741.60. The strike last trading price was 12.4, which was 6.25 higher than the previous day. The implied volatity was 35.97, the open interest changed by 35 which increased total open position to 94


On 5 Dec JSL was trading at 728.85. The strike last trading price was 6.15, which was -1.70 lower than the previous day. The implied volatity was 30.24, the open interest changed by 40 which increased total open position to 59


On 4 Dec JSL was trading at 734.00. The strike last trading price was 7.85, which was 0.45 higher than the previous day. The implied volatity was 30.85, the open interest changed by 13 which increased total open position to 19


On 3 Dec JSL was trading at 716.05. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 36.71, the open interest changed by 5 which increased total open position to 5


JSL 26DEC2024 780 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 748.50 48 0.00 0.00 0 0 0
11 Dec 747.10 48 0.00 0.00 0 0 0
10 Dec 746.65 48 0.00 0.00 0 0 0
9 Dec 747.05 48 0.00 0.00 0 -1 0
6 Dec 741.60 48 -2.75 40.51 5 -1 4
5 Dec 728.85 50.75 0.00 0.00 0 5 0
4 Dec 734.00 50.75 -40.30 33.59 8 5 5
3 Dec 716.05 91.05 - 0 0 0


For Jindal Stainless Limited - strike price 780 expiring on 26DEC2024

Delta for 780 PE is 0.00

Historical price for 780 PE is as follows

On 12 Dec JSL was trading at 748.50. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec JSL was trading at 747.10. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec JSL was trading at 746.65. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec JSL was trading at 747.05. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Dec JSL was trading at 741.60. The strike last trading price was 48, which was -2.75 lower than the previous day. The implied volatity was 40.51, the open interest changed by -1 which decreased total open position to 4


On 5 Dec JSL was trading at 728.85. The strike last trading price was 50.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Dec JSL was trading at 734.00. The strike last trading price was 50.75, which was -40.30 lower than the previous day. The implied volatity was 33.59, the open interest changed by 5 which increased total open position to 5


On 3 Dec JSL was trading at 716.05. The strike last trading price was 91.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0